One of the key reasons traders seek complete order book data from BATS, Direct Edge, NASDAQ TotalView, NYSE Arca, & NYSE OpenBook is to construct a consolidated order book that gives insight to the entire market for each security. Yet, given the disparity in formats, message codes, and processes, building such a book can be a daunting task.
Trading Physics is here help! Our consolidated order book incorporates data from these vital exchanges and makes historical data available from 2008.
| BATS | = | |
| Direct Edge | Trading Physics
Consolidated Book |
| NASDAQ |
| NYSE ArcaBook |
| NYSE OpenBook | |